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A multicriteria decision framework for measuring banks' soundness around the world

Zopounidis Konstantinos, Gaganis, Chrysovalantis, Pasiouras, Fotios

Απλή Εγγραφή


URIhttp://purl.tuc.gr/dl/dias/7322FE27-24D6-455E-B433-E5AB28D46475-
Αναγνωριστικόhttps://doi.org/10.1002/mcda.405-
Γλώσσαen-
Μέγεθος9 pagesen
ΤίτλοςA multicriteria decision framework for measuring banks' soundness around the world en
ΔημιουργόςZopounidis Konstantinosen
ΔημιουργόςΖοπουνιδης Κωνσταντινοςel
ΔημιουργόςGaganis, Chrysovalantisen
ΔημιουργόςPasiouras, Fotiosen
ΕκδότηςJohn Wiley and Sonsen
ΠερίληψηIn this paper, we use a sample of 894 banks from 79 countries to develop a multicriteria decision aid model, for the classification of banks into three groups on the basis of their soundness. The model is developed with the UTilités Additives DIScriminantes (UTADIS) method, through a 10-fold cross-validation procedure using six financial and four non-financial variables. The ratings of Fitch form the basis for assigning banks into the three groups. The results indicate that the asset quality (as measured by loan loss provisions), capitalization, and the market where banks operate are the most important criteria (in terms of weights) in classifying the banks. Profitability and efficiency in expenses management are also important attributes, whereas size and listing in a stock exchange are the least important ones. UTADIS achieves higher classification accuracies than discriminant analysis and ordinary logistic regression which are used for benchmarking purposes.en
ΤύποςPeer-Reviewed Journal Publicationen
ΤύποςΔημοσίευση σε Περιοδικό με Κριτέςel
Άδεια Χρήσηςhttp://creativecommons.org/licenses/by/4.0/en
Ημερομηνία2015-10-28-
Ημερομηνία Δημοσίευσης2006-
Θεματική ΚατηγορίαCapability, Financial (Financial literacy)en
Θεματική ΚατηγορίαFinancial capability (Financial literacy)en
Θεματική ΚατηγορίαLiteracy, Financialen
Θεματική Κατηγορίαfinancial literacyen
Θεματική Κατηγορίαcapability financial financial literacyen
Θεματική Κατηγορίαfinancial capability financial literacyen
Θεματική Κατηγορίαliteracy financialen
Βιβλιογραφική ΑναφοράCh. Gaganis, F. Pasiouras ,C. Zopounidis ," A Multicriteria decision framework for measuring banks’ soundness around the world," J. of Multi- Criteria Dec.Anal vol 14, no. 1-3, pp.103 - 111,Jun. 2006.doi:10.1002/mcda.405en

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